A counter-example to an option pricing formula under transaction costs

Roux, A. and Zastawniak, T. (2006) A counter-example to an option pricing formula under transaction costs. Finance and Stochastics, 10 (4). pp. 575-578. ISSN 1432-1122

Abstract

Metadata

Authors/Creators:
  • Roux, A. (ar521@york.ac.uk)
  • Zastawniak, T.
Institution: The University of York
Academic Units: The University of York > Mathematics (York)
Depositing User: York RAE Import
Date Deposited: 27 May 2009 09:53
Last Modified: 27 May 2009 09:53
Published Version: http://dx.doi.org/10.1007/s00780-006-0016-2
Status: Published
Publisher: Springer Verlag (Germany)
Identification Number: https://doi.org/10.1007/s00780-006-0016-2

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